+20.7%
XLK vs FROG
+83.7%
-63.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.3% |
| 7D | -7.6% | -14.1% | +6.5% | -5.9% |
| 30D | -12.2% | -11.8% | -0.4% | -10.9% |
| 3M | -5.5% | +0.1% | -5.6% | -5.7% |
| 6M | +9.2% | +64.2% | -55.0% | +3.7% |
| YTD | +23.0% | +38.2% | -15.2% | +16.9% |
| 1Y | +20.7% | +85.4% | -64.7% | +13.1% |
| All | +20.7% | +83.7% | -63.0% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FROG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling